The transport equation and zero quadratic variation processes
Jorge Clarke, Christian Olivera, Ciprian Tudor
ARTIGO
Inglês
We analyze the transport equation driven by a zero quadratic variation process. Using the stochastic calculus via regularization and the Malliavin calculus techniques, we prove the existence, uniqueness and absolute continuity of the law of the solution.
CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO - CNPQ
FUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESP
Fechado
The transport equation and zero quadratic variation processes
Jorge Clarke, Christian Olivera, Ciprian Tudor
The transport equation and zero quadratic variation processes
Jorge Clarke, Christian Olivera, Ciprian Tudor
Fontes
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Discrete and continuous dynamical systems. Series B (Fonte avulsa) |